E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 19-Feb-2009

Day Change Summary
	Previous	Current
	18-Feb-2009	19-Feb-2009	Change	Change %	Previous Week
Open	782.75	776.00	-6.75	-0.9%	860.25
High	792.50	793.50	1.00	0.1%	869.75
Low	773.25	772.25	-1.00	-0.1%	802.75
Close	776.25	776.25	0.00	0.0%	817.00
Range	19.25	21.25	2.00	10.4%	67.00
ATR	27.53	27.08	-0.45	-1.6%	0.00
Volume	5,247	7,008	1,761	33.6%	32,667

Daily Pivots for day following 19-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	844.50	831.50	788.00
R3	823.25	810.25	782.00
R2	802.00	802.00	780.25
R1	789.00	789.00	778.25	795.50
PP	780.75	780.75	780.75	784.00
S1	767.75	767.75	774.25	774.25
S2	759.50	759.50	772.25
S3	738.25	746.50	770.50
S4	717.00	725.25	764.50

Weekly Pivots for week ending 13-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,030.75	991.00	853.75
R3	963.75	924.00	835.50
R2	896.75	896.75	829.25
R1	857.00	857.00	823.25	843.50
PP	829.75	829.75	829.75	823.00
S1	790.00	790.00	810.75	776.50
S2	762.75	762.75	804.75
S3	695.75	723.00	798.50
S4	628.75	656.00	780.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	836.75	772.25	64.50	8.3%	20.75	2.7%	6%	False	True	5,078
10	869.75	772.25	97.50	12.6%	25.00	3.2%	4%	False	True	5,568
20	871.75	772.25	99.50	12.8%	26.75	3.4%	4%	False	True	5,630
40	939.25	772.25	167.00	21.5%	27.00	3.5%	2%	False	True	4,937

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.25
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	883.75
2.618	849.25
1.618	828.00
1.000	814.75
0.618	806.75
HIGH	793.50
0.618	785.50
0.500	783.00
0.382	780.25
LOW	772.25
0.618	759.00
1.000	751.00
1.618	737.75
2.618	716.50
4.250	682.00

Fisher Pivots for day following 19-Feb-2009
Pivot	1 day	3 day
R1	783.00	793.50
PP	780.75	787.75
S1	778.50	782.00

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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